+1,570.9%
QQQ vs MCD
+1,040.4%
+530.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | +0.4% | -2.8% | +3.2% | +1.5% |
| 30D | +0.2% | -6.0% | +6.3% | +2.7% |
| 3M | -2.8% | -5.6% | +2.8% | -1.1% |
| 6M | +18.0% | -21.9% | +39.8% | +29.7% |
| YTD | +17.3% | -14.7% | +32.0% | +24.1% |
| 1Y | +25.6% | -17.3% | +42.9% | +34.2% |
| 3Y | +93.7% | -2.2% | +95.9% | +89.8% |
| 5Y | +94.2% | +20.3% | +73.9% | +73.9% |
| 10Y | +557.9% | +180.7% | +377.2% | +308.9% |
| All | +1,570.9% | +1,040.4% | +530.5% | +501.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling